+84.6%
TGT vs FCEL
+269.1%
-184.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.8% | -15.8% | +16.6% | +0.6% |
| 30D | +12.2% | -29.3% | +41.5% | +11.9% |
| 3M | +33.8% | -30.1% | +63.9% | +32.7% |
| 6M | +39.3% | +74.4% | -35.1% | +34.4% |
| YTD | +72.9% | +104.5% | -31.7% | +65.3% |
| 1Y | +84.6% | +281.4% | -196.8% | +81.3% |
| All | +84.6% | +269.1% | -184.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling